+33.0%
KRE vs URI
+206.8%
-173.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +2.3% | +2.5% | -0.2% | +1.2% |
| 30D | -2.5% | -12.5% | +10.1% | +3.1% |
| 3M | +6.2% | -6.2% | +12.4% | +8.1% |
| 6M | +15.8% | +25.9% | -10.0% | +1.2% |
| YTD | +16.0% | +26.2% | -10.2% | -0.3% |
| 1Y | +16.2% | +5.5% | +10.7% | +8.8% |
| 3Y | +86.4% | +125.0% | -38.6% | +13.4% |
| 5Y | +33.0% | +210.4% | -177.5% | -33.6% |
| All | +33.0% | +206.8% | -173.9% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling